I use CorelDRAW to create my diagrams, and have edited the arrowhead spacing within the software program. The draw feature in Word is a much simpler program, without the capability of extensive editting. However, what you could do it make a few lines (with the basic arrowhead) in different line thickness and save them to a file. Then create a small triangle to place over the portion of the shaft closest to the arrowhead -- the size will be determined by the thickness of the line. The line and triangle can be grouped together for ease of copy & pasting -- if you do several different line strengths in the same document, you will have them available to copy and paste, thus giving you consistency without having to re-draw them each time. I'll attach a Word document with a couple of arrows inserted. (I have not grouped them in this example, so that you can see how they are done. The triangle has a white fill and white outline.) This is certainly not as convenient, but is a "work around" that you could try.